+234.4%
AMD vs ULTA
+5.2%
+229.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.4% | +3.3% |
| 7D | +14.0% | -1.8% | +15.8% | +14.3% |
| 30D | +11.0% | -1.2% | +12.2% | +11.4% |
| 3M | +9.6% | +13.4% | -3.8% | +6.0% |
| 6M | +157.1% | -15.6% | +172.7% | +173.6% |
| YTD | +143.3% | -10.4% | +153.8% | +154.5% |
| 1Y | +234.4% | +5.5% | +229.0% | +241.5% |
| All | +234.4% | +5.2% | +229.2% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling